+47.6%
ON vs COP
+61.7%
-14.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -2.7% |
| 7D | -5.8% | -8.1% | +2.3% | -7.0% |
| 30D | -17.1% | +6.7% | -23.7% | -16.3% |
| 3M | -11.8% | +16.9% | -28.7% | -8.7% |
| 6M | -30.2% | +11.2% | -41.4% | -27.5% |
| YTD | +31.6% | +49.5% | -18.0% | +31.1% |
| 1Y | +47.6% | +60.7% | -13.1% | +43.3% |
| All | +47.6% | +61.7% | -14.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling